The guy seems to view it as a fun hobby (he started doing the merman thing to help her with her shows). The woman, however, has trouble even admitting she's not really a mermaid. She's coy about it, like someone who's coy about not admitting Santa Claus is just make-believe. I have a feeling she really does think she's a mermaid trapped in a human's body or some damn thing.

oldfarthenry:Ah well - their f**k-bits are covered up by their fish-wraps so they shouldn't be able to breed.

UMBRIEL:What the hell is that?FRY: Yeah I'm a little confused too. How do I ... y'know ... with the tail and all?UMBRIEL: I'm not your first am I? I mean, I-I lay my eggs and leave and you release your fertilizer.